This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as...

To minimize procurement expenditures both purchasing and transportation costs need to be considered. We study a procurement setting in which a company needs to purchase a number of products from a set of suppliers to satisfy customer demand. The suppliers offer total quantity discounts and...

In this paper we introduce an extension of the well known Rural Postman Problem, which combines arc routing with profits and facility location. Profitable arcs must be selected, facilities located at both end-points of the selected arcs, and a tour identified so as to maximize the difference...